Report NEP-ORE-2021-02-22

This is the archive for NEP-ORE, a report on new working papers in the area of Operations Research. Walter Frisch issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ORE

The following items were announced in this report:

• Qiao, Xinghao & Qian, Cheng & James, Gareth M. & Guo, Shaojun, 2020, "Doubly functional graphical models in high dimensions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103120, Jun.
• Pennoni, Fulvia & Bartolucci, Francesco & Forte, Gianfranco & Ametrano, Ferdinando, 2020, "Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model," MPRA Paper, University Library of Munich, Germany, number 106150.
• Hidalgo, Javier & Lee, Jungyoon & Seo, Myung Hwan, 2019, "Robust inference for threshold regression models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100333, Jun.
• Mario Forni & Luca Gambetti & Luca Sala, 2020, "Macroeconomic Uncertainty and Vector Autoregressions," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 148, Dec.
• Qu, Yan & Dassios, Angelos & Zhao, Hongbiao, 2021, "Random variate generation for exponential and gamma tilted stable distributions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 108593, Oct.
• Orea, Luis & Álvarez, Inmaculada C. & Wall, Alan, 2021, "Estimating the propagation of the COVID-19 virus with a stochastic frontier approximation of epidemiological models: a panel data econometric model with an application to Spain," Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG), number 2021/01.
• Riza Demirer & Rangan Gupta & He Li & Yu You, 2021, "Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models," Working Papers, University of Pretoria, Department of Economics, number 202112, Feb.
• Daniel C. Schneider & Mikko Myrskylä & Alyson A. van Raalte, 2021, "Flexible transition timing in discrete-time multistate life tables using Markov chains with rewards," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2021-002, DOI: 10.4054/MPIDR-WP-2021-002.
• Alan M. M. Leal & Stefan D'Amato & Igor V. M. Viveiros, 2021, "Short and long-run relations between capital netflows and the differential of american and brazilian interest rates," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number 629, Feb.
• Sevvandi Kandanaarachchi & Rob J Hyndman, 2021, "Leave-one-out Kernel Density Estimates for Outlier Detection," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/21.
• Foster, John, 2021, "In search of a suitable heuristic for evolutionary economics: from generalized Darwinism to economic self-organisation," MPRA Paper, University Library of Munich, Germany, number 106146, Feb.
• Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021, "Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202111, Feb.
• Giuseppe Buccheri & Stefano Grassi & Giorgio Vocalelli, 2021, "Estimating Risk in Illiquid Markets: a Model of Market Friction with Stochastic Volatility," CEIS Research Paper, Tor Vergata University, CEIS, number 506, Jan, revised 08 Nov 2021.
• Jean-Paul L'Huillier & Sanjay R. Singh & Donghoon Yoo, 2021, "Incorporating Diagnostic Expectations into the New Keynesian Framework," Working Papers, University of California, Davis, Department of Economics, number 339, Feb.
• Bradley Shapiro & Günter J. Hitsch & Anna Tuchman, 2020, "Generalizable and Robust TV Advertising Effects," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-111.
• Kuhn, Peter J. & Yu, Lizi, 2021, "Kinks as Goals: Accelerating Commissions and the Performance of Sales Teams," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14115, Feb.
• Alberto Arcagni & Laura Cavalli & Marco Fattore, 2021, "Partial Order Algorithms for the Assessment of Italian Cities Sustainability," Working Papers, Fondazione Eni Enrico Mattei, number 2021.01, Feb.
• András Simonovits, 2021, "Introducing flexible retirement : a dynamic model," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2109, Feb.
• Raphael Auer & Cyril Monnet & Hyun Song Shin, 2021, "Permissioned Distributed Ledgers and the Governance of Money," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2101, Feb.
• Juan D. Moreno-Ternero & Min-Hung Tsay & Chun-Hsien Yeh, 2021, "Strategic justifications of the TAL-family of rules for bankruptcy problems," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 21.02.
• Bettina Klaus, 2021, "Characterizing the top trading cycles rule for housing markets with lexicographic preferences when externalities are limited," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 21.04, Feb.
• Item repec:iek:wpaper:2011 is not listed on IDEAS anymore

• Julia Kielmann & Hans Manner & Aleksey Min, 2021, "Stock Market Returns and Oil Price Shocks: A CoVaR Analysis based on Dynamic Vine Copula Models," Graz Economics Papers, University of Graz, Department of Economics, number 2021-01, Jan.
• Yaya, OlaOluwa S & Ajose, Toyin S & Ogbonna, Ahamuefua E, 2020, "Long-range dependence and Trends in Nigerian Popular Music Artists’ Famosity-“Davido”, “Burna Boy”, “Tiwa Savage” and “Wizkid”: Evidence from Google Trends," MPRA Paper, University Library of Munich, Germany, number 104445, Nov.
• Henri Keränen & Sakari Lähdemäki, 2020, "Identification of fiscal SVARs in small open economies using trading partner forecast errors as instruments," Working Papers, Työn ja talouden tutkimus LABORE, The Labour Institute for Economic Research LABORE, number 330, Dec.
• Belot, Michèle & Kircher, Philipp & Muller, Paul, 2021, "Eliciting Time Preferences When Income and Consumption Vary: Theory, Validation & Application to Job Search," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14091, Feb.
• Margalejo Hernández, Cristina, 2021, "Commuting y autoempleo en Luxemburgo
  [Commuting and self-employment in Luxemburgo]," MPRA Paper, University Library of Munich, Germany, number 106183, Feb.
• Yoon J. Jo & Sarah Zubairy, 2021, "State dependent government spending multipliers: Downward nominal wage rigidity and sources of business cycle fluctuations," Working Papers, Texas A&M University, Department of Economics, number 20210127-001, Jan.
• Tapan Mitra & Santanu Roy, 2021, "Regeneration under Uncertainty," Departmental Working Papers, Southern Methodist University, Department of Economics, number 2101, Feb.
• Vasil Marchev & Angel Marchev Jr, 2021, "Methods for Simulating Multi-dimensional Data for Financial Services Recommendation," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2021-02, Feb, revised Feb 2021.
• Blaser, Rico & Fryzlewicz, Piotr, 2021, "Regularizing axis-aligned ensembles via data rotations that favor simpler learners," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107935, Feb.
• {O}yvind Hoveid, 2021, "Constructing valid instrumental variables in generalized linear causal models from directed acyclic graphs," Papers, arXiv.org, number 2102.08056, Feb.
• Joel Bank & Hamish Fitchett & Adam Gorajek & Benjamin A. Malin & Andrew Staib, 2021, "Online Appendix: Star Wars at Central Banks," Staff Report, Federal Reserve Bank of Minneapolis, number 621, Feb, DOI: 10.21034/sr.621.
• Thomas J. Miceli, 2021, "Should Offenders’ Gains Be Counted? On Efficient Crimes and Unjust Laws," Working papers, University of Connecticut, Department of Economics, number 2021-02, Feb.
• Item repec:rim:rimwps:21-02 is not listed on IDEAS anymore

• Lenka Nechvatalova, 2021, "Multi-Horizon Equity Returns Predictability via Machine Learning," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/02, Feb, revised Feb 2021.
• Young Shin Kim, 2021, "Sample path generation of the stochastic volatility CGMY process and its application to path-dependent option pricing," Papers, arXiv.org, number 2101.11001, Jan.
• Harold L. Cole & Daniel Neuhann & Guillermo Ordoñez, 2021, "Asymmetric Information and Sovereign Debt: Theory Meets Mexican Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 28459, Feb.
• Nguyen, Cuong, 2019, "Simulation of the Costs and Benefits of Delayed Retirement: Evidence from Vietnam," MPRA Paper, University Library of Munich, Germany, number 106180, Dec.
• Moro, Andrea & Van der Linden, Martin, 2021, "Exclusion of Extreme Jurors and Minority Representation: The Effect of Jury Selection Procedures," MPRA Paper, University Library of Munich, Germany, number 106087, Feb.
• Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander, 2021, "A Leverage-Based Measure of Financial Stability," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2021, Feb.
• Martín Almuzara & Gabriele Fiorentini & Enrique Sentana, 2021, "Aggregate Output Measurements: a Common Trend Approach," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2021_03, Feb.
• Keyvan Eslami & Tom Phelan, 2021, "Applications of Markov Chain Approximation Methods to Optimal Control Problems in Economics," Working Papers, Federal Reserve Bank of Cleveland, number 21-04R, Feb, revised 17 May 2022, DOI: 10.26509/frbc-wp-202104r.
• Mario Forni & Luca Gambetti & marco Lippi & Luca Sala, 2020, "Common Components Structural VARs," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 147, Dec.
• Bernd Hayo & Stefan Voigt, 2021, "Judicial Independence: Why Does De Facto Diverge from De Jure?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202105.
• Fajar, Muhammad & Winarti, Yuyun Guna, 2020, "Modeling of Big Chili Supply Response Using Bayesian Method," MPRA Paper, University Library of Munich, Germany, number 106098, Dec, revised 21 Dec 2020.
• J. David Cummins & Georges Dionne & Robert Gagné & Abdelhakim Nouira, 2021, "The costs and benefits of reinsurance," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 08-1, Feb.
• Schwaab, Bernd & Zhang, Xin & Lucas, André, 2021, "Modeling extreme events: time-varying extreme tail shape," Working Paper Series, European Central Bank, number 2524, Feb.
• Davide Debortoli & Mario Forni & Luca Gambetti & Luca Sala, 2020, "Asymmetric Effects of Monetary Policy Easing and Tightening," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 146, Dec.
• Kondor, Peter & Vayanos, Dimitri, 2019, "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87520, Jun.
• René Colín Martínez & Hugo Amador Herrera Torres, 2021, "Análisis del gasto corriente en los municipios rurales de Michoacán, México, 2001-2015," Estudios Regionales en Economía, Población y Desarrollo. Cuadernos de Trabajo de la Universidad Autónoma de Ciudad Juárez., Cuerpo Académico 41 de la Universidad Autónoma de Ciudad Juárez, number 61, Feb, revised 11 Feb 2021.
• Fan Cheng & Rob J Hyndman & Anastasios Panagiotelis, 2021, "Manifold Learning with Approximate Nearest Neighbors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/21.
• Nguyen-Huu, Thanh Tam & Pham, Ngoc-Sang, 2021, "Escaping the middle income trap and getting economic growth: How does FDI can help the host country?," MPRA Paper, University Library of Munich, Germany, number 106151, Jan.
• Xu, Lili & Lee, Sang-Ho, 2021, "Port integration and competition under public and private ownership," MPRA Paper, University Library of Munich, Germany, number 106127, Feb.
• David J. Harding & Lisa Sanbonmatsu & Greg J. Duncan & Lisa A. Gennetian & Lawrence F. Katz & Ronald C. Kessler & Jeffrey R. Kling & Matthew Sciandra & Jens Ludwig, 2021, "Evaluating Contradictory Experimental and Non-Experimental Estimates of Neighborhood Effects on Economic Outcomes for Adults," NBER Working Papers, National Bureau of Economic Research, Inc, number 28454, Feb.
• Aladetoyinbo, Muyiwa, 2019, "Brexit, EU and UEFA," MPRA Paper, University Library of Munich, Germany, number 106099, Apr.
• Bryson, Alex & Buraimo, Babatunde & Farnell, Alex & Simmons, Rob, 2021, "Special Ones? The Effect of Head Coaches on Football Team Performance," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14104, Feb.
• Emmanuel Erem, , "Investigating De Facto And De Jure Exchange Rate Regimes," Review of Socio - Economic Perspectives, Reviewsep, number 202049, DOI: 10.19275/RSEP075.
• Guglielmo Barone & Guido de Blasio & Elena Gentili, 2020, "Politically connected cities: Italy 1951-1991," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1158, Dec.
• Millimet, Daniel L. & Parmeter, Christopher F., 2021, "COVID-19 Severity: A New Approach to Quantifying Global Cases and Deaths," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14116, Feb.
• Cyn-Young Park & Shu Tian & Bo Zhao, 2020, "Global Bitcoin Markets and Local Regulations," ADB Economics Working Paper Series, Asian Development Bank, number 605, Jan.
• Vaccari, Federico, 2021, "Competition in Signaling," MPRA Paper, University Library of Munich, Germany, number 106071, Feb.
• Archana Patankar, 2019, "Impacts of Natural Disasters on Households and Small Businesses in India," ADB Economics Working Paper Series, Asian Development Bank, number 603, Dec.
• Jean-Luc Gaffard, 2021, "La transition écologique : incertitude, irréversibilité et modèle institutionnel," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2021-04, Feb, revised Feb 2021.
• Carmona, Juan & Simpson, James, 2021, "Cuando el rentista no es derrotado: el caso de la rabassa catalana, 1890-1936," IFCS - Working Papers in Economic History.WH, Universidad Carlos III de Madrid. Instituto Figuerola, number 31891, Feb.
• Christoph E. Boehm & Andrei A. Levchenko & Nitya Pandalai-Nayar, 2020, "The Long and Short (Run) of Trade Elasticities," Working Papers, Research Seminar in International Economics, University of Michigan, number 680, Feb.
• Kirill Dragun & Kris Boudt & Orimar Sauri & Steven Vanduffel, 2021, "Beta-Adjusted Covariance Estimation," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1010, Feb.
• Christine Blandhol & Magne Mogstad & Peter Nilsson & Ola L. Vestad, 2020, "Do Employees Benefit from Worker Representation on Corporate Boards?," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-183.
• Rahi Abouk & Keshar M. Ghimire & Johanna Catherine Maclean & David Powell, 2021, "Does Marijuana Legalization Affect Work Capacity? Evidence from Workers’ Compensation Benefits," NBER Working Papers, National Bureau of Economic Research, Inc, number 28471, Feb.
• Harvey, David I & Leybourne, Stephen J & Taylor, AM Robert, 2021, "Simple Tests for Stock Return Predictability with Good Size and Power Properties," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 29814, Feb.
• Jamil Sayeed, 2020, "Identifying Key Macroeconomic Shocks to Canadian GDP," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2020/11, Nov.
• Max Fuchs & Jochen Michaelis, 2021, "When Does the Introduction of a New Currency Improve Welfare?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202106.
• Kono, Tatsuhito & Yoshida, Jun, 2020, "Travel Cost Method Considering Trip-day Counts as Integers," MPRA Paper, University Library of Munich, Germany, number 106188, Mar, revised 18 Feb 2021.
• Tomaso Duso & Mattia Nardotto & Jo Seldeslachts, 2021, "A Retrospective Study of State Aid Control in the German Broadband Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1931.
• Berton, Fabio & Dughera, Stefano & Ricci, Andrea, 2021, "Are Unions Detrimental to Innovation? Theory and Evidence," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14102, Feb.
• Reinhard Mechler & Stefan Hochrainer-Stigler, 2019, "Generating Multiple Resilience Dividends from Managing Unnatural Disasters in Asia Opportunities for Measurement and Policy," ADB Economics Working Paper Series, Asian Development Bank, number 601, Dec.
• Miquel-Àngel Garcia-López & Ilias Pasidis & Elisabet Viladecans-Marsal, 2020, "Congestion in highways when tolls and railroads matter: evidence from European cities," Working Papers, Institut d'Economia de Barcelona (IEB), number 2020/11.
• Nicholas Moehle & Stephen Boyd, 2021, "A Certainty Equivalent Merton Problem," Papers, arXiv.org, number 2101.10510, Jan.
• Eduardo Abi Jaber & Enzo Miller & Huyên Pham, 2021, "Markowitz portfolio selection for multivariate affine and quadratic Volterra models," Post-Print, HAL, number hal-02877569, DOI: 10.1137/20M1347449.
• Vladimir Novak & Andrei Matveenko & Silvio Ravaioli, 2021, "The Status Quo and Belief Polarization of Inattentive Agents: Theory and Experiment," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 674.
• Item repec:iab:iabdpa:202102 is not listed on IDEAS anymore

• Ken-ichi Hashimoto & Ryonghun Im & Takuma Kunieda & Akihisa Shibata, 2021, "Financial Destabilization," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 225, Feb.
• Yuhki Hosoya, 2021, "On the Basis of the Hamilton-Jacobi-Bellman Equation in Economic Dynamics," Papers, arXiv.org, number 2102.07431, Feb, revised Feb 2023.
• Fernando E. Alvarez & Francesco Lippi, 2021, "The Analytic Theory of a Monetary Shock," NBER Working Papers, National Bureau of Economic Research, Inc, number 28464, Feb.
• Elisha Mavodyo, 2020, "A Revival of Budget Deficit and Economic Growth," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2020/04, Apr.
• A. Christian Silva & Fernando F. Ferreira, 2021, "Surrogate Monte Carlo," Papers, arXiv.org, number 2102.08186, Feb.
• Pirrone, Angelo & Gobet, Fernand, 2021, "Is attentional discounting in value-based decision making magnitude sensitive?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 108608, Apr.
• Heyman, Fredrik & Norbäck, Pehr-Johan & Persson, Lars, 2021, "Automation, Work and Productivity: The Role of Firm Heterogeneity," Working Paper Series, Research Institute of Industrial Economics, number 1382, Feb, revised 09 Mar 2023.
• Rui Fan & Ji Hyung Lee & Youngki Shin, 2021, "Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach," Papers, arXiv.org, number 2101.11568, Jan, revised Dec 2022.
• Ling Li & Perry Singleton, 2021, "The Effect of Industrial Robots on Workplace Safety," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 239, Feb.
• Le Van, Cuong & Pham, Ngoc-Sang, 2021, "Why Does Productivity Matter?," MPRA Paper, University Library of Munich, Germany, number 106042, Jan.

Report NEP-ORE-2021-02-22

This is the archive for NEP-ORE, a report on new working papers in the area of Operations Research. Walter Frisch issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ORE

The following items were announced in this report: